БЮЛЛЕТЕНЬ ЦБ РФ от 04.02.2000 n 4 <ИТОГИ ТОРГОВЛИ ГКО, ОФЗ И ОБР>


ЦЕНТРАЛЬНЫЙ БАНК РОССИИ
БЮЛЛЕТЕНЬ
от 4 февраля 2000 г. N 4
Часть 1
ИТОГИ ТОРГОВЛИ ГОСУДАРСТВЕННЫМИ
КРАТКОСРОЧНЫМИ ОБЛИГАЦИЯМИ (ГКО) И ОБЛИГАЦИЯМИ
ФЕДЕРАЛЬНОГО ЗАЙМА (ОФЗ)
Торговля ГКО при суммарном объеме сделок за неделю 1508.697 млн. руб. по номиналу имела следующие параметры:
----------T--------T--------------------T----------T-------T------¬
¦ Дата ¦ Дата ¦ Цены облигаций ¦Доходность¦Оборот ¦Номер ¦
¦погашения¦ торгов +------T------T------+ (% год.) ¦ (млн. ¦выпус-¦
¦ ¦ ¦ мин. ¦макс. ¦закр. ¦ ¦ руб. ¦ка ¦
¦ ¦ ¦ ¦ ¦ ¦ ¦ по ¦(спра-¦
¦ ¦ ¦ ¦ ¦ ¦ ¦номин.)¦вочно)¦
+---------+--------+------+------+------+----------+-------+------+
¦05.04.00 ¦04.02.00¦105.70¦105.70¦105.70¦ -32.27 ¦1504.56¦ 21134¦
+---------+--------+------+------+------+----------+-------+------+
¦17.05.00 ¦31.01.00¦103.50¦103.50¦103.50¦ -11.54 ¦ 0.53¦ 21135¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦03.02.00¦109.00¦110.00¦110.00¦ -30.36 ¦ 0.61¦ ¦
¦ +--------+------+------+------+----------+-------+ ¦
¦ ¦04.02.00¦105.70¦105.70¦105.70¦ -19.11 ¦ 3.00¦ ¦
L---------+--------+------+------+------+----------+-------+-------
Торговля ОФЗ при суммарном объеме сделок за неделю 4603.74 млн. руб. по номиналу имела следующие параметры:
----------T--------T-------T-----------------T----------T-------T-------¬
¦ Дата ¦ Дата ¦Накоп- ¦ Цены облигаций ¦Доходность¦Оборот ¦Номер ¦
¦погашения¦ торгов ¦ленный +-----T-----T-----+ (% год.) ¦ (млн. ¦выпуска¦
¦ ¦ ¦доход ¦мин. ¦макс.¦закр.¦ ¦ руб. ¦(спра- ¦
¦ ¦ ¦(% от ¦ ¦ ¦ ¦ ¦ по ¦вочно) ¦
¦ ¦ ¦номин.)¦ ¦ ¦ ¦ ¦номин.)¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦23.02.00 ¦31.01.00¦ 6.53 ¦99.15¦99.25¦99.18¦ 29.86 ¦ 28.82¦ 25022 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 6.58 ¦99.23¦99.40¦99.38¦ 26.93 ¦ 71.58¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 6.62 ¦99.35¦99.62¦99.62¦ 24.22 ¦ 52.65¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 6.66 ¦99.55¦99.71¦99.69¦ 21.32 ¦ 76.71¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 6.70 ¦99.69¦99.82¦99.82¦ 19.26 ¦ 109.75¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦10.06.00 ¦31.01.00¦ 12.88 ¦95.00¦95.99¦95.99¦ 33.96 ¦ 1.06¦ 25016 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 12.93 ¦96.22¦96.69¦96.69¦ 30.38 ¦ 0.34¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 12.99 ¦97.20¦97.50¦97.40¦ 26.62 ¦ 1.72¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 13.04 ¦97.60¦97.80¦97.80¦ 26.06 ¦ 0.96¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 13.10 ¦98.01¦98.01¦98.01¦ 24.94 ¦ 1.77¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦27.09.00 ¦31.01.00¦ 4.76 ¦87.20¦87.85¦87.53¦ 40.19 ¦ 45.95¦ 25018 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 4.80 ¦87.31¦87.66¦87.40¦ 40.41 ¦ 49.80¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 4.83 ¦87.50¦88.95¦88.55¦ 38.38 ¦ 71.42¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 4.87 ¦89.10¦89.80¦89.60¦ 35.80 ¦ 51.50¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 4.91 ¦90.00¦90.80¦90.75¦ 33.36 ¦ 49.76¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦25.10.00 ¦31.01.00¦ 3.16 ¦84.00¦84.80¦84.35¦ 41.68 ¦ 86.58¦ 25020 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 3.19 ¦84.45¦84.90¦84.70¦ 41.22 ¦ 34.70¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 3.22 ¦84.81¦86.08¦85.99¦ 39.19 ¦ 52.12¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 3.26 ¦86.49¦87.11¦86.90¦ 36.49 ¦ 66.09¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 3.29 ¦87.20¦87.88¦87.50¦ 34.89 ¦ 73.78¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦17.01.01 ¦31.01.00¦ 0.49 ¦79.75¦80.80¦79.97¦ 46.87 ¦ 13.66¦ 25021 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 0.53 ¦79.85¦80.44¦79.85¦ 46.36 ¦ 10.85¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 0.58 ¦80.50¦81.50¦81.45¦ 44.43 ¦ 20.64¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 0.62 ¦81.26¦82.00¦81.99¦ 43.76 ¦ 20.02¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 0.66 ¦81.15¦84.30¦84.10¦ 40.48 ¦ 43.98¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.08.01 ¦01.02.00¦ 9.15 ¦69.98¦70.50¦70.20¦ 56.02 ¦ 26.00¦ 25024 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 9.21 ¦71.80¦71.80¦71.80¦ 53.67 ¦ 0.06¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 9.26 ¦71.55¦71.63¦71.55¦ 54.13 ¦ 0.45¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 9.32 ¦71.90¦73.00¦73.00¦ 52.74 ¦ 2.00¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦12.09.01 ¦31.01.00¦ 5.29 ¦62.26¦63.60¦62.45¦ 56.87 ¦ 41.07¦ 25023 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 5.33 ¦62.02¦63.10¦63.05¦ 56.40 ¦ 50.44¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 5.37 ¦62.98¦63.55¦63.35¦ 55.59 ¦ 60.67¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 5.41 ¦63.00¦63.62¦63.62¦ 55.83 ¦ 38.94¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 5.45 ¦63.80¦65.35¦65.35¦ 53.36 ¦ 65.99¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.12.01 ¦31.01.00¦ 0.00 ¦42.27¦43.50¦42.45¦ 57.97 ¦ 86.81¦ 25030 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 0.00 ¦42.00¦42.70¦42.34¦ 58.45 ¦ 177.34¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 0.00 ¦42.35¦43.00¦42.80¦ 57.71 ¦ 134.41¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 0.00 ¦42.30¦43.00¦42.85¦ 57.85 ¦ 88.61¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 0.00 ¦42.70¦44.65¦44.65¦ 54.90 ¦ 130.04¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦06.02.02 ¦31.01.00¦ 5.60 ¦65.00¦67.50¦65.30¦ 58.52 ¦ 49.71¦ 27001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 5.70 ¦65.00¦66.30¦65.49¦ 58.01 ¦ 52.69¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 5.70 ¦65.46¦66.00¦65.46¦ 57.92 ¦ 12.17¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 5.80 ¦65.06¦65.78¦65.28¦ 58.64 ¦ 37.38¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 5.90 ¦66.00¦67.70¦67.31¦ 55.57 ¦ 32.78¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.02 ¦04.02.00¦ 8.93 ¦50.00¦50.00¦50.00¦ 55.65 ¦ 0.17¦ 25014 ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.05.02 ¦31.01.00¦ 4.60 ¦62.00¦63.10¦62.20¦ 58.06 ¦ 23.68¦ 27002 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 4.70 ¦61.65¦62.50¦62.25¦ 58.59 ¦ 40.93¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 4.80 ¦62.05¦62.60¦62.60¦ 58.32 ¦ 18.53¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 4.80 ¦61.50¦62.20¦62.20¦ 58.72 ¦ 25.89¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 4.90 ¦62.95¦64.20¦63.90¦ 55.76 ¦ 31.27¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.06.02 ¦31.01.00¦ 3.70 ¦62.00¦63.01¦62.29¦ 57.74 ¦ 42.42¦ 27003 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 3.70 ¦61.45¦62.35¦62.18¦ 58.42 ¦ 13.95¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 3.80 ¦61.61¦62.26¦62.10¦ 58.41 ¦ 9.71¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 3.90 ¦61.30¦61.96¦61.83¦ 58.80 ¦ 17.40¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 4.00 ¦62.80¦64.00¦63.82¦ 55.69 ¦ 42.49¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦18.09.02 ¦31.01.00¦ 2.70 ¦58.50¦60.27¦59.30¦ 58.60 ¦ 31.34¦ 27004 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 2.80 ¦58.70¦59.95¦59.00¦ 58.26 ¦ 20.35¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 2.90 ¦58.60¦59.60¦58.99¦ 58.56 ¦ 12.03¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 2.90 ¦58.80¦59.30¦59.30¦ 58.84 ¦ 22.08¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 3.00 ¦60.15¦61.50¦61.00¦ 55.91 ¦ 33.97¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦09.10.02 ¦31.01.00¦ 1.30 ¦57.00¦58.70¦57.40¦ 57.73 ¦ 15.93¦ 27005 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 1.40 ¦56.25¦57.46¦57.19¦ 58.99 ¦ 39.16¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 1.40 ¦57.15¦57.57¦57.25¦ 58.33 ¦ 12.19¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 1.50 ¦56.90¦57.30¦57.30¦ 58.79 ¦ 23.96¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 1.60 ¦58.00¦59.27¦59.05¦ 55.84 ¦ 38.30¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦22.01.03 ¦31.01.00¦ 0.30 ¦54.00¦55.74¦55.10¦ 58.13 ¦ 15.62¦ 27006 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 0.40 ¦53.70¦55.25¦54.33¦ 58.28 ¦ 51.82¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 0.50 ¦54.10¦55.00¦54.25¦ 58.78 ¦ 94.67¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 0.50 ¦54.10¦54.64¦54.60¦ 58.89 ¦ 42.42¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 0.60 ¦54.52¦56.71¦56.50¦ 56.27 ¦ 42.78¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦05.02.03 ¦31.01.00¦ 5.60 ¦54.06¦55.61¦54.95¦ 57.51 ¦ 47.51¦ 27007 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦01.02.00¦ 5.70 ¦54.00¦55.05¦54.30¦ 58.34 ¦ 24.97¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 5.70 ¦54.00¦54.75¦54.30¦ 58.66 ¦ 60.01¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 5.80 ¦53.95¦54.94¦54.54¦ 58.07 ¦ 560.42¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 5.90 ¦55.23¦56.55¦56.21¦ 56.24 ¦ 33.30¦ ¦
+---------+--------+-------+-----+-----+-----+----------+-------+-------+
¦15.03.03 ¦01.02.00¦ 8.85 ¦36.00¦36.00¦36.00¦ 59.42 ¦ 0.26¦ 26001 ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦02.02.00¦ 8.88 ¦36.00¦36.00¦36.00¦ 59.47 ¦ 0.01¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦03.02.00¦ 8.90 ¦36.00¦36.01¦36.00¦ 59.52 ¦ 0.70¦ ¦
¦ +--------+-------+-----+-----+-----+----------+-------+ ¦
¦ ¦04.02.00¦ 8.93 ¦37.00¦37.95¦37.95¦ 57.44

<ТЕЛЕГРАММА> ЦБ РФ от 04.02.2000 n 34-Т <ОБ УРЕГУЛИРОВАНИИ ЗАДОЛЖЕННОСТИ БАНКА РОССИИ ПО СТРАХОВЫМ ВЗНОСАМ>  »
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